Interest Rate Swaps and Their Derivatives: A Practitioner's Guide

Category: Economics
Author: Amir Sadr
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Comments

by cm2187   2018-10-04
It is true that it is, but I always thought it was underserved. It’s not particularly clear or insightful and it is very academic.

On interest rates and yield curves, a book I would recommend is Sadr’s Interest Rates Swaps and their Derivatives [1]. Unfortunately it is a bit dated and a lot happened since it was written. But it is a very good book to understand interest rate models, which focuses more on the intuition and practical aspects and which I think is a lot more useful to a professional.

[1] https://www.amazon.com/Interest-Rate-Swaps-Their-Derivatives...